+430.5%
AVAV vs AMP
+1,260.6%
-830.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.7% | +8.9% | +11.4% |
| 7D | +3.2% | +3.1% | 0.0% | +2.1% |
| 30D | -7.4% | +3.9% | -11.3% | -8.6% |
| 3M | -32.0% | -5.8% | -26.2% | -30.7% |
| 6M | -24.6% | +12.1% | -36.6% | -27.4% |
| YTD | -47.5% | +7.1% | -54.6% | -48.8% |
| 1Y | -61.5% | +14.2% | -75.7% | -63.3% |
| 3Y | +5.5% | +62.5% | -57.0% | -10.6% |
| 5Y | +35.7% | +82.6% | -46.9% | +9.1% |
| 10Y | +379.1% | +515.9% | -136.8% | +161.2% |
| All | +430.5% | +1,260.6% | -830.1% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling